I had a look at https://superuser.com/questions/1132859/torsocks-ssh-does-not-work-on-mac-sierra where I read this :
« The issue is most likely that tor is simply not running.
Make sure that tor is installed and started as a background service.
Do you have tor installed? I recommend brew install tor and then brew services start tor. »
So did brew services start tor
Then torsocks works fine ! Do not need to disable SIP

Torsocks works by DYLD injection. As of 10.11 this kind of modification will be disallowed by a new feature called “System Integrity Protection”. It is also known as “Rootless”. The feature prevents both modifications to your system files, and to system processes whilst they are running (even if you enter your password for administrator access).

So on a normally configured Mac, torsocks cannot run with binaries in the /usr/* directory.

You can actually turn System Integrity Protection off. To do so, you must reboot into recovery mode (it is not meant as an operation a regular user would do).